+351.3%
DAL vs UEC
+84.6%
+266.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +0.1% | -6.9% | +7.1% | +0.8% |
| 30D | -13.9% | +7.6% | -21.6% | -14.7% |
| 3M | +1.1% | -18.4% | +19.5% | +2.4% |
| 6M | +26.2% | -23.3% | +49.5% | +28.0% |
| YTD | +16.4% | -1.2% | +17.6% | +14.5% |
| 1Y | +33.9% | +2.3% | +31.5% | +29.9% |
| 3Y | +93.4% | +162.3% | -68.9% | +65.4% |
| 5Y | +106.4% | +287.2% | -180.9% | +62.0% |
| 10Y | +143.0% | +1,009.6% | -866.6% | +60.2% |
| All | +351.3% | +84.6% | +266.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling